Approximate Empirical Distributions for the Computation of Nonparametric Statistics
Author | : Gerald L. Sievers |
Publisher | : |
Total Pages | : 33 |
Release | : 1981 |
ISBN-10 | : OCLC:227490179 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Approximate Empirical Distributions for the Computation of Nonparametric Statistics written by Gerald L. Sievers and published by . This book was released on 1981 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses a method of approximating the value of a statistic through the use of a grouped frequency distribution. This is of particular interest for nonparametric statistics based on ranks, on the empirical distribution function or on order statistics since it avoids the process of ordering the data and can be carried out quickly, even for large sample sizes. Bounds on the error of approximation are obtained. When a natural grouping of the data exists, the approximation would be the proper statistic to use in its own right. The Wilcoxon signed-rank statistic is treated in detail and other statistics are considered. An efficient computational algorithm is presented. (Author).